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The fitted finite volume and power penalty methods for option pricing
This book contains mostly the author’s up-to-date research results in the area. Option pricing has attracted much attention in the past decade from applied mathematicians, statisticians, practitioners and educators. Many partial differential equation-based theoretical models have been developed for...
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| Lenguaje: | eng |
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Springer
2020
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| Acceso en línea: | https://dx.doi.org/10.1007/978-981-15-9558-5 http://cds.cern.ch/record/2744368 |